Econometrics seminar 2015-2016
- September 15, 2015. Oscar Jorda (UC, Davis and FRB San Francisco), “Significance Bands”
- September 22, 2015. Javier Hualde (University of Navarra),”Conditional pseudo-maximum likelihood estimation of fractional time series models with deterministic trends”
- October 13, 2015. George Kapetanios (University of Pennsylvania), “A Univariate Inferential Threshold Approach to Variable Selection and Forecasting in High Dimensional Linear Models” (Joint with A. Chudik and H. Pesaran)
- October 20, 2015. Soren Johansen (University of Copenhagen), “Likelihood inference for a fractionally cointegrated vector autoregressive model” (Joint with M. O. Nielsen)
- October 27, 2015. Domenico Giannone (Fed. Reserve Bank of New York), “Money, Credit, Monetary Policy and the Business Cycle in the Euro Area” (Joint with M. Lenza and L. Reichlin)
- October 28, 2015. Juri Marcucci (Bank of Italy), “The Predictive Power of Google Searches in Forecasting Unemployment” (Joint with F. D’Amuri)
- November 10, 2015. Abderrahim Taatmouti (Durham University), “Measuring Nonlinear Granger Causality in Mean”
- November 16, 2015. Fabio Canova (BI Norwegian Business School), “Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness” (Joint with M. Hamidi Sahneh)
- December 1, 2015. Majid Al-Sadoon (UPF), “Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness” (Joint with M. Hamidi Sahneh)
- March 29, 2016. Denis Nekipelov (University of Virginia), TBA
- April 26, 2016. Alexei Onatski (Cambridge), TBA
